4 citations · 8 across the 7 of their papers we have counts for
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math.NA2018★ 3 cited
Convergence rates of truncated EM scheme for NSDDEs
Li Tan, Chenggui Yuan
This paper is concerned with strong convergence of the truncated Euler-Maruyama scheme for neutral stochastic differential delay equations driven by Brownian motion and pure jumps…
math.NA2018★ 4 cited
A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions
Li Tan, Chenggui Yuan
Under a local one-sided Lipschitz condition, Krylov [KR] proved the existence and uniqueness of the strong solutions for stochastic differential equations by using the Euler-Maruya…